Police and mental health experts are relieved a dangerous online challenge doesn't seem to have reached New Zealand, but say they are keeping a close eye on the situation.

Dubbed the Blue Whale challenge, the social media test encourages users to self-harm and has been linked to suicide.

Shaun Robinson chief executive of the Mental Health Foundation told TVNZ1's Breakfast today the apps "origins are pretty mysterious, it may have started as a sick joke or a hoax".

"There are reports from Europe that it has caused a number of deaths."

Mr Robinson believes the most important thing to look at in cases of self-harm are the underlying issues which lead to the acts.

He says people often self-harm when they are dealing with over-whelming feelings that could result from a number of things such as bullying, depression or anxiety.

"Around 5,000 people a year report self harm in New Zealand, and young women are particularly vulnerable," Mr Robinson said.

He says it is important to look out for the signs of self harm, which can include, scarring, bruising, burn marks, or out of the norm behaviour.

"We need to reach out and help these people," he said.

The New Zealand Police released an statement on the blue whale challenge where they stated: "Hopefully this app disappears and blue whales can go back to being the majestic beings of the deep they intended to be".

Where can I get support and help from?

Below is a list of some of the services available which offer support, information and help. All services are available 24 hours a day, seven days a week unless otherwise specified.

Lifeline 24/7 – 0800 543 354

Kidsline (aimed at children up to 18 years of age, available 24/7) – 0800 54 37 54

Depression Helpline (24/7) - 0800 111 757

Healthline - 0800 611 116

Samaritans - 0800 726 666 (for callers from the Lower North Island, Christchurch and West Coast) or 0800 211 211 / (04) 473 9739 (for callers from all other regions)

Youthline - 0800 376 633, free text 234 or email talk@youthline.co.nz

What's Up (for 5-18 year olds; 1 pm to 11 pm) - 0800 942 8787

www.depression.org.nz - includes The Journal online help service

www.thelowdown.co.nz - visit the website, email team@thelowdown.co.nz or free text 5626. This is a 24/7 service.